CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 13-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7484 |
0.7503 |
0.0019 |
0.3% |
0.7560 |
High |
0.7523 |
0.7513 |
-0.0010 |
-0.1% |
0.7615 |
Low |
0.7484 |
0.7487 |
0.0003 |
0.0% |
0.7456 |
Close |
0.7507 |
0.7503 |
-0.0004 |
0.0% |
0.7546 |
Range |
0.0039 |
0.0026 |
-0.0013 |
-33.3% |
0.0160 |
ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
61,995 |
73,705 |
11,710 |
18.9% |
30,761 |
|
Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7579 |
0.7567 |
0.7517 |
|
R3 |
0.7553 |
0.7541 |
0.7510 |
|
R2 |
0.7527 |
0.7527 |
0.7508 |
|
R1 |
0.7515 |
0.7515 |
0.7505 |
0.7516 |
PP |
0.7501 |
0.7501 |
0.7501 |
0.7502 |
S1 |
0.7489 |
0.7489 |
0.7501 |
0.7490 |
S2 |
0.7475 |
0.7475 |
0.7498 |
|
S3 |
0.7449 |
0.7463 |
0.7496 |
|
S4 |
0.7423 |
0.7437 |
0.7489 |
|
|
Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8017 |
0.7941 |
0.7633 |
|
R3 |
0.7858 |
0.7781 |
0.7589 |
|
R2 |
0.7698 |
0.7698 |
0.7575 |
|
R1 |
0.7622 |
0.7622 |
0.7560 |
0.7580 |
PP |
0.7539 |
0.7539 |
0.7539 |
0.7518 |
S1 |
0.7462 |
0.7462 |
0.7531 |
0.7421 |
S2 |
0.7379 |
0.7379 |
0.7516 |
|
S3 |
0.7220 |
0.7303 |
0.7502 |
|
S4 |
0.7060 |
0.7143 |
0.7458 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7562 |
0.7467 |
0.0095 |
1.3% |
0.0048 |
0.6% |
38% |
False |
False |
41,524 |
10 |
0.7615 |
0.7456 |
0.0160 |
2.1% |
0.0051 |
0.7% |
30% |
False |
False |
23,768 |
20 |
0.7633 |
0.7456 |
0.0178 |
2.4% |
0.0049 |
0.7% |
27% |
False |
False |
12,373 |
40 |
0.7725 |
0.7456 |
0.0270 |
3.6% |
0.0042 |
0.6% |
18% |
False |
False |
6,298 |
60 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0040 |
0.5% |
12% |
False |
False |
4,222 |
80 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0038 |
0.5% |
12% |
False |
False |
3,178 |
100 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0035 |
0.5% |
12% |
False |
False |
2,546 |
120 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0033 |
0.4% |
12% |
False |
False |
2,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7624 |
2.618 |
0.7581 |
1.618 |
0.7555 |
1.000 |
0.7539 |
0.618 |
0.7529 |
HIGH |
0.7513 |
0.618 |
0.7503 |
0.500 |
0.7500 |
0.382 |
0.7497 |
LOW |
0.7487 |
0.618 |
0.7471 |
1.000 |
0.7461 |
1.618 |
0.7445 |
2.618 |
0.7419 |
4.250 |
0.7377 |
|
|
Fisher Pivots for day following 13-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7502 |
0.7500 |
PP |
0.7501 |
0.7498 |
S1 |
0.7500 |
0.7495 |
|